A GANs-Based Approach for Stock Price Anomaly Detection and Investment Risk Management.
Seyoung KimJoohwan HongYongjae LeePublished in: ICAIF (2023)
Keyphrases
- anomaly detection
- risk management
- stock price
- financial markets
- financial institutions
- investment strategies
- portfolio optimization
- intrusion detection
- stock market
- risk assessment
- stock exchange
- decision support system
- non stationary
- network traffic
- historical data
- anomalous behavior
- detecting anomalies
- financial data
- one class support vector machines
- exchange rate
- intrusion detection system
- network security
- detect anomalies
- unsupervised learning
- financial time series
- project management
- commercial banks
- decision making
- news articles
- software projects
- portfolio selection
- short term
- information systems